Asymptotic behavior of increments of random fields
Author:
O. E. Shcherbakova
Translated by:
The author
Journal:
Theor. Probability and Math. Statist. 68 (2004), 173-186
MSC (2000):
Primary 60F15; Secondary 60K05
DOI:
https://doi.org/10.1090/S0094-9000-04-00599-X
Published electronically:
May 25, 2004
MathSciNet review:
2000647
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Abstract:
Some results on the asymptotic behavior of increments of a $d$-dimensional random field are proved. Let $N$ and $a_N\in \{1,2,\dots \}$ be fixed and let $S_N^{\star }$ be the maximum increment of a $d$-dimensional random field of independent identically distributed random variables evaluated for $d$-dimensional rectangles $(i,j]=\{k\colon i<k\leq j\}$ such that $|j|\leq N$ and $|j-i|=a_N$. Denote also by $S_N$ the maximum increment evaluated for rectangles such that $|j-i|\leq a_N$.
We determine the asymptotic almost sure behavior of random variables $S_N$ and $S_N^{\star }$. Steinebach (1983) proved a similar result for the case of rectangles belonging to the cube $(0,N^{1/d}]$ (of volume $N$) and under the condition that $a_N=O(N^{\delta })$ as $N\to \infty$ for all $\delta \in (0,1)$. Note that the sequence $S_N$ is monotone in this case.
We also consider the cases where $a_N\sim C\log N$ or $a_N=O(\log N)$.
References
- J. Steinebach, On the increments of partial sum processes with multidimensional indices, Z. Wahrcsheinlichkeitstheorie verw. Gebiete 63 (1983), 59–70. MR 84i:60043
- D. Plachky and J. Steinebach, A theorem about probabilities of large deviation with application to queuing theory, Period. Math. Hungar. 6 (1975), 343–345. MR 53:14613
- M. Csörgő and P. Révész, Strong Approximation in Probability and Statistics, Akadémiai Kiadó, Budapest, 1981. MR 84d:60050
- K. Prachar, Primzahlverteilung, Springer-Verlag, Berlin–Göttingen–Heidelberg, 1957. MR 19:393b
- O. I. Klesov, The Háek–Rényi inequality for random fields and the strong law of large numbers, Teor. Veroyatnost. i Mat. Statist. 22 (1980), 58–66; English transl. in Theory Probab. Math. Statist. 22 (1981), 63–72. MR 82i:60050
- E. K. Titchmarsh, The Theory of Riemann Zeta-Function, 2nd ed., Oxford University Press, Oxford, 1951. MR 13:741c
- I. P. Natanson, Theory of Functions of a Real Variable, “Lan”, St. Petersburg, 1999; English transl. of the 2nd ed., Ungar, New York, 1961. MR 26:6309
- M. I. D’yachenko and P. L. Ul’yanov, Measure and Integral, “Faktorial Press”, Moscow, 2002. (Russian)
References
- J. Steinebach, On the increments of partial sum processes with multidimensional indices, Z. Wahrcsheinlichkeitstheorie verw. Gebiete 63 (1983), 59–70. MR 84i:60043
- D. Plachky and J. Steinebach, A theorem about probabilities of large deviation with application to queuing theory, Period. Math. Hungar. 6 (1975), 343–345. MR 53:14613
- M. Csörgő and P. Révész, Strong Approximation in Probability and Statistics, Akadémiai Kiadó, Budapest, 1981. MR 84d:60050
- K. Prachar, Primzahlverteilung, Springer-Verlag, Berlin–Göttingen–Heidelberg, 1957. MR 19:393b
- O. I. Klesov, The Háek–Rényi inequality for random fields and the strong law of large numbers, Teor. Veroyatnost. i Mat. Statist. 22 (1980), 58–66; English transl. in Theory Probab. Math. Statist. 22 (1981), 63–72. MR 82i:60050
- E. K. Titchmarsh, The Theory of Riemann Zeta-Function, 2nd ed., Oxford University Press, Oxford, 1951. MR 13:741c
- I. P. Natanson, Theory of Functions of a Real Variable, “Lan”, St. Petersburg, 1999; English transl. of the 2nd ed., Ungar, New York, 1961. MR 26:6309
- M. I. D’yachenko and P. L. Ul’yanov, Measure and Integral, “Faktorial Press”, Moscow, 2002. (Russian)
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Additional Information
O. E. Shcherbakova
Affiliation:
Chair of Mathematics, Department of Physics and Mechanics, St. Petersburg State Technical University, Politekhnitcheskaya Street 29, St. Petersburg 195251, Russia
Email:
helgagold_@pochtamt.ru, helga_scher@mailru.com
Received by editor(s):
April 4, 2002
Published electronically:
May 25, 2004
Additional Notes:
Supported in part by the Ministry of Education of the Russian Federation under grants N E00-1.0-82 and “Leading scientific school” # 00-15-96019.
Article copyright:
© Copyright 2004
American Mathematical Society